Dynamic yacht strategy optimisation

Description

Yacht races are won by good sailors racing fast boats. A good skipper takes decisions at key moments of the race based on the anticipated wind behaviour and on his position on the racing area and with respect to the competitors. His aim is generally to complete the race before all his opponents, or, when this is not possible, to perform better than some of them. In the past two decades some methods have been proposed to compute optimal strategies for a yacht race. Those strategies are aimed at minimising the expected time needed to complete the race and are based on the assumption that the faster a yacht, the higher the number of races that it will win (and opponents that it will defeat). In a match race, however, only two yachts are competing. A skipper's aim is therefore to complete the race before his opponent rather than completing the race in the shortest possible time. This means that being on average faster may not necessarily mean winning the majority of races. This paper presents the development of software to compute a sailing strategy for a match race that can defeat an opponent who is following a fixed strategy that minimises the expected time of completion of the race. The proposed method includes two novel aspects in the strategy computation: • A short-term wind forecast, based on an Artificial Neural Network (ANN) model, is performed in real time during the race using the wind measurements collected on board. • Depending on the relative position with respect to the opponent, decisions with different levels of risk aversion are computed. The risk attitude is modelled using Coherent Risk Measures. The software is tested in a number of simulated races. The results confirm that maximising the probability of winning a match race does not necessarily correspond to minimising the expected time needed to complete the race.